Quant Research Analyst

  • Base + Bonus
  • Stamford, CT, USA
  • Permanent, Full time
  • Non-disclosed
  • 29 Sep 16

CT. Hedge Fund is seeking a Quant Research Analyst

Monitor and maintain existing production order execution applications.  Research and develop new quantitative trading systems.   Develop and implement software used in the existing internal order execution engine.  This role requires a mix of quantitative research, software development, and production monitoring.

Key Responsibilities:
•Monitoring and troubleshooting of production processing for order execution infrastructure.
•Maintain statistical and data monitoring processes that run on a 24/7 cycle.
•Research and develop new trading system strategies for multiple security types.
•Post-trade analytics -- Collect, analyze, and report on execution and trading system performance.  Make recommendations for changes that will improve performance and/or reduce risk.
Required Skills •Experience with data analysis and mathematical modeling tools such as Matlab or R.  Preferred areas of expertise are: quantitative trading system development, robust statistics, large data set manipulation.
•Thorough understanding of market microstructure for exchange based instruments and multi-venue multi-counterparty markets such as cash FX.
•Previous exposure to L1 and L2 market data handling and analysis as well as in-memory database techniques.
•Strong C++, R, python, shell scripting, multithreaded programming.
Required Experience
Must have a background in the asset management industry with direct exposure to production level development, algorithmic trading, automated order execution systems, or order management systems. (equities, futures, or cash-FX)